On-chain trading data for backtesting

The following on-chain trade and liquidity datasets are available for decentralised finance (DeFi) research, cryptocurrency algorithmic trading, automated trading strategy research and execution.

You can download the datasets with an API key. Request an API key via Telegram or Python client registration.

Supported blockchains and DEXes

These datasets contain trade and liquidity data from several blockchains and automatic market maker (AMM) exchanges. The supported blockchains include popular Ethereum, Binance Smart Chain Coming soon, Polygon Coming soon and Avalanche Coming soon.

Data logistics

Datasets are distributed in Parquet file format designed for data research. Parquet is a columnar data format for high performance in-memory datasets from Apache Arrow project.

Datasets are large. Datasets are compressed using Parquet built-in Snappy compression and may be considerably larger when expanded to RAM. We expect you to download the dataset, cache the resulting file on a local disk and perform your own strategy specific trading pair filtering before using the data. Uncompressed one minute candle data takes several gigabyte of memory.

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Available datasets

Name Tag Entry count (k) Size (MBytes) Format Last updated Links
Available decentralised exchanges exchange_universe 0.266 0.128 JSON Documentation Download
Available trading pairs pair_universe 58 8 Parquet Documentation Download
OHLCV candles, 1 minute candles_1m 40,071 2,394 Parquet Documentation Download
OHLCV candles, 5 minutes candles_5m 26,038 1,549 Parquet Documentation Download
OHLCV candles, 15 minutes candles_15m 17,091 1,002 Parquet Documentation Download
OHLCV candles, 1 hour candles_1h 8,675 503 Parquet Documentation Download
OHLCV candles, 4 hours candles_4h 3,791 220 Parquet Documentation Download
OHLCV candles, daily candles_1d 1,105 64 Parquet Documentation Download
OHLCV candles, weekly candles_7d 265 16 Parquet Documentation Download
OHLCV candles, montly candles_30d 102 6 Parquet Documentation Download
XY Liquidity, 1 minute liquidity_1m 41,637 1,935 Parquet Documentation Download
XY Liquidity, 5 minutes liquidity_5m 26,921 1,233 Parquet Documentation Download
XY Liquidity, 15 minutes liquidity_15m 17,588 784 Parquet Documentation Download
XY Liquidity, 1 hour liquidity_1h 8,893 388 Parquet Documentation Download
XY Liquidity, 4 hours liquidity_4h 3,885 169 Parquet Documentation Download
XY Liquidity, daily liquidity_1d 1,138 50 Parquet Documentation Download
XY Liquidity, weekly liquidity_7d 275 13 Parquet Documentation Download
XY Liquidity, montly liquidity_30d 105 5 Parquet Documentation Download